The impact of co-jumps in the oil sector
Márcio Poletti Laurini, Roberto Baltieri Mauad, Fernando Antônio Lucena Aiube
| Year of publication: |
2020
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|---|---|
| Authors: | Laurini, Márcio Poletti ; Mauad, Roberto Baltieri ; Aiube, Fernando Antônio Lucena |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 52.2020, p. 1-16
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| Subject: | Jumps | Oil prices | Risk management | Stochastic volatility (SV) | Ölpreis | Oil price | Volatilität | Volatility | Risikomanagement | Stochastischer Prozess | Stochastic process | Erdölindustrie | Oil industry | Rohstoffderivat | Commodity derivative | Hedging | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101197 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012548562